مرکز منطقه ای اطلاع رساني علوم و فناوري - On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices

Title of article :

On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices

Author/Authors :

Jennifer V. Greenslade، نويسنده , , Stephen G. Hall، نويسنده , , S. G. Brian Henry، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

1517

To page :

1537

Keywords :

Identi&cation , Monte Carlo , Cointegration , systems

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2002

Journal title :

Journal of Economic Dynamics and Control

Record number :

238191

Link To Document :